While Mr. Nigma is untapping and taking stock of what he has left in play, he realizes he controls Aegis of the Gods. He has hexproof. That Bolt of Keranos could never have hit Elspeth! JUDGE!
Judges, feel free to discuss this scenario on Judge Apps!
[expand title=Answer]Arthur has definitely committed a GPE:GRV by bolting Elspeth while Mr Nigma has hexproof (as per the Aegis) and will receive a warning. While some people did briefly argue that a Looking at Extra Cards infraction might also have been appropriate – it is not, and for the reasons discussed. The first point at which something has gone wrong is the casting of the Bolt targeting Mr Nigma – performing the scry (as per the resolution of the Bolt) does not earn Arthur a L@EC infraction.
Mr Nigma receives a warning for GPE:FTMGS – as he was not actively involved in the GRV committed by Arthur, but also failed to notice the error when it occurred.
Additionally, this situation can likely be rewound to just before the Bolt is cast. This would include (in order):
Confirming and retapping Mr Nigma’s permanents to the state they started the turn in
Placing Elspeth back on the battlefield with 3 Loyalty counters on her
Accounting for any other cards whose position in the deck is known, shuffle the card that was scryed to the bottom into the random portion of Arthur’s library
Put the Bolt back in Arthur’s hand and untap the resources used to cast the Bolt
Play can now continue from here…[/expand]